Do High-Frequency Data Improve High-Dimensional Portfolio Allocations?
نویسندگان
چکیده
منابع مشابه
Methods for regression analysis in high-dimensional data
By evolving science, knowledge and technology, new and precise methods for measuring, collecting and recording information have been innovated, which have resulted in the appearance and development of high-dimensional data. The high-dimensional data set, i.e., a data set in which the number of explanatory variables is much larger than the number of observations, cannot be easily analyzed by ...
متن کاملDo microfractures improve high tibial osteotomy outcome?
The aim of this study was to determine if microfractures improve the outcome of high tibial osteotomy in patients with medial compartmental osteoarthritis in genu varum. Forty patients presenting with Outerbridge grade III and IV chondropathies on the femoral and/or the tibial joint surface underwent high tibial osteotomy with Puddu plates (Arthrex, Inc, Naples, Florida) for primary medial comp...
متن کاملLearning high-dimensional data
Observations from real-world problems are often highdimensional vectors, i.e. made up of many variables. Learning methods, including artificial neural networks, often have difficulties to handle a relatively small number of high-dimensional data. In this paper, we show how concepts gained from our intuition on 2and 3dimensional data can be misleading when used in high-dimensional settings. When...
متن کاملHigh-dimensional data clustering
Clustering in high-dimensional spaces is a difficult problem which is recurrent in many domains, for example in image analysis. The difficulty is due to the fact that highdimensional data usually live in different low-dimensional subspaces hidden in the original space. This paper presents a family of Gaussian mixture models designed for highdimensional data which combine the ideas of subspace c...
متن کاملMining High-Dimensional Data
With the rapid growth of computational biology and e-commerce applications, high-dimensional data becomes very common. Thus, mining highdimensional data is an urgent problem of great practical importance. However, there are some unique challenges for mining data of high dimensions, including (1) the curse of dimensionality and more crucial (2) the meaningfulness of the similarity measure in the...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2013
ISSN: 1556-5068
DOI: 10.2139/ssrn.2228772